Sie sind hier:

Prof. Dr. Martin Wagner

Ökonometrie und Statistik


Martin Wagner
Raum 924
0231 755 - 3174
Fakultät Statistik
Technische Universität Dortmund
44221 Dortmund

Martin Wagner ist derzeit beurlaubt und als Chief Economist und Executive Director an der Bank of Slovenia/Banka Slovenije tätig.



  • Nur nach vorheriger Vereinbarung per E-Mail


Aktuelle Diskussionspapiere

  • E. Naevdal and M.Wagner. The Speed of Transition Revisited. [DOI]
  • O. Stypka, P. Grabarczyk, R. Kawka and M. Wagner. "Linear" Fully Modified OLS Estimation of Cointegrating Polynomial Regressions. [DOI].
  • M. Wagner and P. Grabarczyk. The Environmental Kuznets Curve for Carbon Dioxide Emissions: A Seemingly Unrelated Cointegrating Polynomial Regressions Approach. [DOI].
  • M. Frondel, P. Grabarczyk and M. Wagner. Integrated Modified OLS Estimation for Cointegrating Polynomial Regressions - With an Application to the Environmental Kuznets Curve for CO2 Emissions. [DOI].
  • M. Frondel, P. Grabarczyk, S. Sommer and M. Wagner. A Cointegrating Polynomial Regression Analysis of the Material Kuznets Curve Hypothesis. [DOI].
  • M. Frondel, C. Vance and M. Wagner. Cycling on the extensive and intensive margin: The role of paths and prices. [DOI]
  • L. Linnemann, G. Uhrin and M. Wagner. Government Spending Shocks and Labor Productivity. [DOI]
  • M. Wagner and D. Wied. Monitoring Stationarity and Cointegration. [DOI]
  • T. J. Vogelsang and M. Wagner. An Integrated Modified OLS RESET Test for Cointegrating Regressions. [DOI]


  • M. Wagner and D. Wied. Consistent Monitoring of Cointegrating Relationships: The US Housing Market and the Subprime Crisis. Forthcoming in: Journal of Time Series Analysis, 2017.
  • M. Wagner and A. Zeileis. Heterogeneity and Spatial Dependence of Regional Growth in the EU: A Recursive Partitioning Approach. Forthcoming in: German Economic Review, 2017.
  • M. Deistler and M. Wagner. Cointegration in Singular ARMA models. Economics Letters, vol. 155, pages 39-42, 2017. [DOI]


  • M. Wagner and S. H. Hong. Cointegrating Polynomial Regressions: Fully Modified OLS Estimation and Inference. Econometric Theory, vol. 32 no. 5, pages 1289-1315, 2016. [DOI]


  • M. Wagner and J. Hlouskova. Growth Regressions, Principal Components Augmented Regressions and Frequentist Model Averaging. Journal of Economics and Statistics, vol. 235 no. 6, pages 642-662, 2015.
  • M. Wagner. The Environmental Kuznets Curve, Cointegration and Nonlinearity. Journal of Applied Econometrics, vol. 30 no. 6, pages 948-967, 2015. [DOI]
  • P. L. Pedroni, T. J. Vogelsang, M. Wagner and J. Westerlund. Nonparametric Rank Tests for Non-Stationary Panels. Journal of Econometrics, vol. 185 no. 2, pages 378-391, 2015. [DOI]
  • P. Aschersleben, M. Wagner and D. Wied. Monitoring Euro Area Real Exchange Rates. In A. Steland, E. Rafajłowicz and K. Szajowski, editors, Stochastic Models, Statistics and Their Applications, volume 122 of Springer Proceedings in Mathematics & Statistics, pages 363-370. Springer International Publishing, 2015. [DOI]


  • T. J. Vogelsang and M. Wagner. Integrated Modified OLS Estimation and Fixed-b Inference for Cointegrating Regressions. Journal of Econometrics, vol. 178 no. 2, pages 741-760, 2014. [DOI]


  • J. Hlouskova and M. Wagner. The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach. Swiss Journal of Economics and Statistics (SJES), vol. 149 no. IV, pages 445-492, 2013.
  • T. J. Vogelsang and M. Wagner. A Fixed-b Perspective on the Phillips-Perron Tests. Econometric Theory, vol. 29 no. 3, pages 609-628, 2013. [DOI]


  • U. Schneider and M. Wagner. Catching Growth Determinants with the Adaptive Lasso. German Economic Review, vol. 13 no. 1, pages 71-85, 2012. [DOI]
  • D. Bauer and M. Wagner. A State Space Canonical Form for Unit Root Processes. Econometric Theory, vol. 28 no. 6, pages 1319-1349, 2012. [DOI]
  • M. Wagner. The Phillips Unit Root Tests for Polynomials of Integrated Processes. Economics Letters, vol. 114 no. 3, pages 299-303, 2012. [DOI]


  • M. Wagner. Cointegration Analysis with State Space Models. AStA Advances in Statistical Analysis, vol. 94 no. 3, pages 273-305, 2010. [DOI]


  • J. Hlouskova and M. Wagner. Finite Sample Correction Factors for Panel Cointegration Tests. Oxford Bulletin of Economics and Statistics, vol. 71 no. 6, pages 851-881, 2009. [DOI]
  • J. Hlouskova, K. Schmidheiny and M. Wagner. Multistep Predictions for Multivariate GARCH Models: Closed Form Solution and the Value for Portfolio Management. Journal of Empirical Finance, vol. 16 no. 2, pages 330-336, 2009. [DOI]
  • D. Bauer and M. Wagner. Using Subspace Algorithm Cointegration Analysis: Simulation Performance and Application to the Term Structure. Computational Statistics and Data Analysis, vol. 53 no. 6, pages 1954-1973, 2009. [DOI]
  • A. Banerjee and M. Wagner. Panel Methods to Test for Unit Roots and Cointegration, chapter 13, pages 632-726. Palgrave Macmillan, 2009. [DOI]
  • M. Wagner and J. Hlouskova. The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study. Econometric Reviews, vol. 29 no. 2, pages 182-223, 2009. [DOI]